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moment-matching

Here are 4 public repositories matching this topic...

stratisMarkou / sample-efficient-bayesian-rl

Source for the sample efficient tabular RL submission to the 2019 NIPS workshop on Biological and Artificial RL

reinforcement-learning reproducible-research q-learning bayesian-methods exploration bayesian-inference exploration-exploitation tabular-environments tabular-methods efficient-rl bayesian-q-learning posterior-sampling psrl uncertainty-bellman-equation moment-matching

Updated Apr 14, 2022
Jupyter Notebook

mikkelpm / stderr_calibration_matlab

Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix

calibration semidefinite-programming minimum-distance moment-matching

Updated Jul 15, 2024
MATLAB

mikkelpm / stderr_calibration_python

Standard errors for moment matching estimators given limited knowledge about the moment variance-covariance matrix

calibration semidefinite-programming heterogeneous-agent-model minimum-distance moment-matching

Updated Jul 15, 2024
Python

jundsp / lssf

Laplace state space filter with exact inference and moment matching, for outlier robust filtering that is as fast as the Kalman filter.

outliers kalman-filter moment-matching laplace-noise

Updated Sep 23, 2022
MATLAB

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